+61.3%
EXE vs COO
-41.6%
+102.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -6.6% | +4.7% | -11.3% | -7.3% |
| 30D | -4.0% | +13.9% | -17.9% | -6.2% |
| 3M | -7.5% | -14.9% | +7.5% | -5.0% |
| 6M | -11.7% | +2.0% | -13.7% | -12.6% |
| YTD | -22.0% | -23.9% | +1.9% | -18.3% |
| 1Y | -21.8% | -9.6% | -12.2% | -21.0% |
| 3Y | +8.0% | -25.4% | +33.5% | +10.2% |
| All | +61.3% | -41.6% | +102.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling